+79.1%
META vs UPST
-93.2%
+172.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.2% |
| 7D | -3.1% | -10.9% | +7.8% | -1.5% |
| 30D | -18.1% | -7.2% | -10.9% | -17.4% |
| 3M | +2.9% | -26.7% | +29.5% | +7.3% |
| 6M | +0.2% | -29.0% | +29.2% | +4.5% |
| YTD | -8.1% | -49.4% | +41.3% | -0.5% |
| 1Y | -4.5% | -47.0% | +42.4% | +2.3% |
| 3Y | +94.2% | -27.0% | +121.2% | +75.7% |
| 5Y | +79.1% | -93.3% | +172.4% | +90.4% |
| All | +79.1% | -93.2% | +172.3% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling